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V-Lab

Brand Engagement Network Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

129.67%

decreased by 0.71%

1 Week

148.76%

increased by 18.38%

1 Month

200.94%

increased by 70.56%

Analysis last updated: Friday, July 24, 2026 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Brand Engagement Network Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 2, 2021 to Jul 24, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 29 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3492
1.19
α

ARCH

Response to squared shocks

0.2390
2.76***
β

GARCH

Volatility persistence

0.7375
10.39***
γi Spline Coefficients
K=9
γ15.2851
1.13
γ2-6.8588
-0.77
γ310.3765
1.17
γ4-16.5716
-1.75*
γ517.7009
2.12**
γ6-18.4188
-2.20**
γ77.4516
0.63
γ83.6721
0.36
γ9-3.9037
-0.78

Persistence:

0.977

Half-life:

29 days